Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
/ / / G11: Portfolio Choice; Investment Decisions
/ / / G12: Asset Pricing; Trading Volume; Bond Interest Rates
/ / / G13: Contingent Pricing; Futures Pricing
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading
/ / / G15: International Financial Markets
/ / / G17: Financial Forecasting and Simulation
/ / / G18: Government Policy and Regulation
/ / / G19: Other

2018

• Aleksandar Radivojević, 2018, "Virtuelne Valute Razvoj I Regulacija (Virtual Currencies Develompment And Regulation)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 29, pages 58-71, June.
• Monika Piazzesi & Martin Schneider, 2018, "Payments, credit and asset prices," BIS Working Papers, Bank for International Settlements, number 734, Jul.
• Nicolae Gârleanu & Lasse Heje Pedersen, 2018, "Efficiently Inefficient Markets for Assets and Asset Management," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1663-1712, August, DOI: 10.1111/jofi.12696.
• Lasse Bork & Stig V. Møller, 2018, "Housing Price Forecastability: A Factor Analysis," Real Estate Economics, American Real Estate and Urban Economics Association, volume 46, issue 3, pages 582-611, September, DOI: 10.1111/1540-6229.12185.
• Kei-Ichiro Inaba, 2018, "Global Stock Return Comovements: Trends and Determinants," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-7, Apr.
• In Do Hwang, 2018, "Central Bank Reputation and Inflation-Unemployment Performance: Empirical Evidence from an Executive Survey of 62 Countries," Working Papers, Economic Research Institute, Bank of Korea, number 2018-14, May.
• Jungu Yang, 2018, "The Banks' Swansong: Banking and the Financial Markets under Asymmetric Information," Working Papers, Economic Research Institute, Bank of Korea, number 2018-16, Jun.
• Emrah Ismail Cevik & Mehmet Fatih Bugan, 2018, "Regime-dependent relation between Islamic and conventional financial markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 2, pages 114-121, June.
• Olufemi A. Aluko & Michael Adebayo Ajayi, 2018, "Determinants of banking sector development: Evidence from Sub-Saharan African countries," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 2, pages 122-129, June.
• Çaðrý Levent Uslu & Burak Evren, 2018, "Liquidity flows, drawdowns and trading networks in order driven markets: An application to Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 3, pages 176-190, September.
• Laurence J. Kotlikoff, 2018, "The Big Con – Reassessing the "Great" Recession and its "Fix"," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics, number dp-311, Nov.
• Smirnov Alexander D., 2018, "Stochastic Logistic Model of the Global Financial Leverage," The B.E. Journal of Theoretical Economics, De Gruyter, volume 18, issue 1, pages 1-20, January, DOI: 10.1515/bejte-2016-0009.
• Lustenberger, Thomas & Rossi, Enzo, 2018, "The Social Value of Information: A Test of a Beauty and Non-Beauty Contest," Working papers, Faculty of Business and Economics - University of Basel, number 2018/05.
• Fabian J. Baier & Paul J.J. Welfens, 2018, "The UK's Banking FDI Flows and Total British FDI: A Dynamic BREXIT Analysis," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei254, Nov.
• Linton, O. & Mahmoodzadeh, S., 2018, "Implications of High-Frequency Trading for Security Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1802, Jan.
• Ramaswamy, R., 2018, "A Decade After Lehman: Taking Stock of Quantitative Easing and Regulation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1824, Apr.
• Woon K. Wong, 2018, "TThe Discount Rate Debate and Its Implications for Defined Benefit Pensions," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/12, Dec.
• Woon K. Wong, 2018, "The Discount Rate Debate and Its Implications for Defined Benefit Pensions," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/22, Nov.
• Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2018, "Commodity Connectedness," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 4, in: Enrique G. Mendoza & Ernesto Pastén & Diego Saravia, "Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures".
• Eric Jondeau & Qunzi Zhang & Xiaoneng Zhu, 2018, "When Are Stocks Less Volatile in the Long Run?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-07, Jan, revised Feb 2018.
• J-C Gerlach & Guilherme Demos & Didier Sornette, 2018, "Dissection of Bitcoin's Multiscale Bubble History," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-30, Apr.
• Shihao Gu & Bryan T. Kelly & Dacheng Xiu, 2018, "Empirical Asset Pricing via Machine Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-71, Nov.
• Angélica del Carmen Calle Sarmiento, 2018, "Analysis of the Ownership of Financial Products: Evidence to Contribute to Financial Inclusion in Bolivia," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 2, in: María José Roa García & Diana Mejía, "Financial Decisions of Households and Financial Inclusion: Evidence for Latin America and the Caribbean".
• Angélica del Carmen Calle Sarmiento, 2018, "Análisis de la tenencia de productos financieros: evidencia para contribuir a la inclusión financiera en Bolivia," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 2, in: María José Roa García & Diana Mejía, "Decisiones financieras de los hogares e inclusión financiera: evidencia para América Latina y el Caribe".
• María José Roa García & Diana Mejía (ed.), 2018, "Financial Decisions of Households and Financial Inclusion: Evidence for Latin America and the Caribbean," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 7en, edition 1, ISBN: ARRAY(0x79271568), December.
• María José Roa García & Diana Mejía (ed.), 2018, "Decisiones financieras de los hogares e inclusión financiera: evidencia para América Latina y el Caribe," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 7sp, edition 1, ISBN: ARRAY(0x7b1a2c60), December.
• Leonidas Zelmanovitz, 2018, "A model for a Representational Theory of Capital," Revista Perspectivas en Inteligencia, Escuela de Inteligencia y Contrainteligencia Bg. Ricardo Charry Solano, volume 10, issue 19, pages 141-161.
• Frédéric Vrins, 2018, "Sampling the multivariate standard normal distribution under a weighted sum constraint," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2980, Jan, DOI: https://doi.org/10.3390/risks603006.
• Farmer, Roger, 2018, "Pricing Assets in a Perpetual Youth Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12643, Jan.
• Croce, Mariano & Ai, Hengjie & Li, Kai & Diercks, Anthony, 2018, "News Shocks and the Production-Based Term Structure of Equity Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12661, Jan.
• Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan, 2018, "Efficiently Inefficient Markets for Assets and Asset Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12664, Jan.
• Pedersen, Lasse Heje & Skov Jensen, Christian & Lando, David, 2018, "Generalized Recovery," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12665, Jan.
• Beck, Thorsten & Wagner, Wolf & Silva-Buston, Consuelo, 2018, "The Economics of Supranational Bank Supervision," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12764, Mar.
• Reichlin, Pietro & Borri, Nicola, 2018, "Wealth Taxes and Inequality," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13067, Jul.
• Giannetti, Mariassunta & Baghai, Ramin & Jager, Ivika, 2018, "Liability Structure and Risk-Taking: Evidence from the Money Market Fund Industry," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13151, Sep.
• Cukierman, Alex, 2018, "A retrospective on the subprime crisis and its aftermath ten years after Lehman’s collapse," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13373, Dec.
• Shuo Cao, 2018, "Learning about Term Structure Predictability under Uncertainty," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_006, Jun.
• Joan Hortalà & Damià Rey, 2018, "Mercados financieros: El “trilema” competencia-calidad-regulación," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 41, issue 117, pages 99-999, Noviembre.
• Mara Madaleno & Celeste Amorim Varum & Isabel Horta, 2018, "SMEs Performance and Internationalization: A Traditional Industry Approach," Annals of Economics and Finance, Society for AEF, volume 19, issue 2, pages 605-624, November.
• Wahyoe Soedarmono, 2018, "Stock market integration in the Asia-Pacific region: Evidence from cointegration of liquidity risk," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 60-70.
• Alejandro Mosiño & Alejandro Tatsuo Moreno-Okuno, 2018, "On modeling fossil fuel prices: geometric Brownian motion vs. variance-gamma process," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 509-519.
• Harri Pönkä, 2018, "Sentiment and sign predictability of stock returns," Economics Bulletin, AccessEcon, volume 38, issue 3, pages 1676-1684.
• Yasuyuki Sawada & Hiroyuki Nakata & Kunio Sekiguchi & Yoko Okuyama, 2018, "Land and Real Estate Price Sensitivity to a Disaster: Evidence from the 2011 Thai Floods," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 89-97.
• Brent J. Davis, 2018, "Does financial well-being affect portfolio construction? Evidence from an online survey," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 362-366.
• Mohammad Q. M. Momani, 2018, "Revisiting the momentum factor in the U.K. stock market," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 528-531.
• Michael E Araki & Marcelo Cabus Klotzle & Antonio C. F. Pinto, 2018, "Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries," Economics Bulletin, AccessEcon, volume 38, issue 3, pages 1476-1484.
• Mansokku Lee & Changkuk Jung & Taeyoung Lee, 2018, "Social order and financial development," Economics Bulletin, AccessEcon, volume 38, issue 2, pages 901-907.
• Refk Selmi & Aviral Kumar Tiwari & Shawkat Hammoudeh, 2018, "Efficiency or speculation? A dynamic analysis of the Bitcoin market," Economics Bulletin, AccessEcon, volume 38, issue 4, pages 2037-2046.
• Roman Mestre & Michel Terraza, 2018, "Time-Frequency varying beta estimation -a continuous wavelets approach-," Economics Bulletin, AccessEcon, volume 38, issue 4, pages 1796-1810.
• Rafael C Gatsios & Fabiano G Lima & Vinícius M Magnani, 2018, "The impact of IFRS adoption on the accuracy and dispersion of analysts' forecasts in the Brazilian stock market," Economics Bulletin, AccessEcon, volume 38, issue 4, pages 2389-2398.
• Yu Takata, 2018, "Application of Granularity Adjustment Approximation Method to Incremental Value-at-Risk in Concentrated Portfolios," Economics Bulletin, AccessEcon, volume 38, issue 4, pages 2320-2330.
• Juanjuan Zhuo & Masao Kumamoto, 2018, "Threshold effects of population aging on stock prices," Economics Bulletin, AccessEcon, volume 38, issue 4, pages 2313-2319.
• Nymand-Andersen, Per, 2018, "Yield curve modelling and a conceptual framework for estimating yield curves: evidence from the European Central Bank’s yield curves," Statistics Paper Series, European Central Bank, number 27, Feb.
• Caloca, Antonio Rodríguez & Rousová, Linda, 2018, "Disentangling euro area portfolios: new evidence on cross-border securities holdings," Statistics Paper Series, European Central Bank, number 28, May.
• Croce, Mariano & Nguyen, Thien & Raymond, Steve, 2018, "Persistent Government Debt and Risk Distribution," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-02, Nov.
• Chun-Ying Chen & Chun-Hung Chen & Ai-Chi Hsu, 2018, "Cost Efficiency Affects Sustainable Operations," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 1, pages 90-92.
• Bassam Jaara & Hikmat Alashhab & Osama Omarali Jaara, 2018, "The Determinants of Dividend Policy for Non-Financial Companies in Jordan," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 198-209.
• Fouzan Alqaisi, 2018, "The Impact of the 2008 Global Financial Crisis on the Jordanian Banking Sector," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 3, pages 127-136.
• Noor Nahar Begum & Md Aktar Kamal, 2018, "Exploring the Key Factors Affecting Development of Bond Market in Bangladesh: An Application of Exploratory Factor Analysis (EFA)," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 266-275.
• Sisili Rahman & Biplab Das & Tazrina Farah, 2018, "Identifying Spillover Effect & Bubble in Bangladeshi Asset Markets: An Analysis of Stock Market and Real Estate," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 6, pages 76-83.
• Hillary Chijindu Ezeaku & Kenneth Chikezie Anyalechi & Josaphat. U.J. Onwumere & E. J. Okereke, 2018, "The Drivers of International Financial Integration and their Implications on the Nigerian Economy: An Error Correction Model Approach," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 6, pages 30-34.
• Ayman Mahmoud Maaitah, 2018, "The Role of Leadership Style on Turnover Intention," International Review of Management and Marketing, Econjournals, volume 8, issue 5, pages 24-29.
• Ronald Fischer, 2017, "Efectos de la Reforma del Código de Aguas," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 335.
• Eugenia Andreasen & Patricio Valenzuela, 2018, "Investment Opportunities and Corporate Credit Risk," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 336.
• Zhu, Dan & Hodgkinson, Lynn & Wang, Qingwei, 2018, "Academic performance and financial forecasting performance:A survey study," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 45-51, DOI: 10.1016/j.jbef.2018.07.002.
• Bartram, Söhnke M., 2018, "In good times and in bad: Defined-benefit pensions and corporate financial policy," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 331-351, DOI: 10.1016/j.jcorpfin.2017.10.015.
• Chauhan, Gaurav Singh & Huseynov, Fariz, 2018, "Corporate financing and target behavior: New tests and evidence," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 840-856, DOI: 10.1016/j.jcorpfin.2016.10.013.
• Borri, Nicola & Reichlin, Pietro, 2018, "The housing cost disease," Journal of Economic Dynamics and Control, Elsevier, volume 87, issue C, pages 106-123, DOI: 10.1016/j.jedc.2017.12.001.
• McNevin, Bruce D. & Nix, Joan, 2018, "The beta heuristic from a time/frequency perspective: A wavelet analysis of the market risk of sectors," Economic Modelling, Elsevier, volume 68, issue C, pages 570-585, DOI: 10.1016/j.econmod.2017.03.024.
• Pham, Huy Nguyen Anh & Ramiah, Vikash & Moosa, Nisreen & Huynh, Tam & Pham, Nhi, 2018, "The financial effects of Trumpism," Economic Modelling, Elsevier, volume 74, issue C, pages 264-274, DOI: 10.1016/j.econmod.2018.05.020.
• Nam, Jouahn & Wang, Jun & Xing, Cunyu & Zhang, Ge, 2018, "Are hated stocks good investments?," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 19-29, DOI: 10.1016/j.najef.2017.10.001.
• Mietzner, Mark & Molterer, Manuel, 2018, "You might not get what you need: The discrepancy between financial advice and commissions in Germany," Economics Letters, Elsevier, volume 162, issue C, pages 167-170, DOI: 10.1016/j.econlet.2017.11.004.
• Momani, Mohammad Q.M., 2018, "Revisiting Pastor–Stambaugh liquidity factor," Economics Letters, Elsevier, volume 163, issue C, pages 190-192, DOI: 10.1016/j.econlet.2017.12.031.
• Phillip, Andrew & Chan, Jennifer S.K. & Peiris, Shelton, 2018, "A new look at Cryptocurrencies," Economics Letters, Elsevier, volume 163, issue C, pages 6-9, DOI: 10.1016/j.econlet.2017.11.020.
• Van Vliet, Ben, 2018, "An alternative model of Metcalfe’s Law for valuing Bitcoin," Economics Letters, Elsevier, volume 165, issue C, pages 70-72, DOI: 10.1016/j.econlet.2018.02.007.
• Symitsi, Efthymia & Chalvatzis, Konstantinos J., 2018, "Return, volatility and shock spillovers of Bitcoin with energy and technology companies," Economics Letters, Elsevier, volume 170, issue C, pages 127-130, DOI: 10.1016/j.econlet.2018.06.012.
• Goedecke, Jann, 2018, "Contagious loan default," Economics Letters, Elsevier, volume 170, issue C, pages 14-18, DOI: 10.1016/j.econlet.2018.05.028.
• Fry, John, 2018, "Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets?," Economics Letters, Elsevier, volume 171, issue C, pages 225-229, DOI: 10.1016/j.econlet.2018.08.008.
• Jahanshahloo, Hossein & Spokeviciute, Laima, 2018, "A modification to the WPC model," Economics Letters, Elsevier, volume 171, issue C, pages 76-78, DOI: 10.1016/j.econlet.2018.07.019.
• Takaishi, Tetsuya & Adachi, Takanori, 2018, "Taylor effect in Bitcoin time series," Economics Letters, Elsevier, volume 172, issue C, pages 5-7, DOI: 10.1016/j.econlet.2018.07.046.
• Hou, Shehong & Niu, Yingjie & Yang, Jinqiang, 2018, "Optimal consumption-portfolio rules with biased beliefs," Economics Letters, Elsevier, volume 173, issue C, pages 152-157, DOI: 10.1016/j.econlet.2018.10.003.
• Chaim, Pedro & Laurini, Márcio P., 2018, "Volatility and return jumps in bitcoin," Economics Letters, Elsevier, volume 173, issue C, pages 158-163, DOI: 10.1016/j.econlet.2018.10.011.
• Grjebine, Thomas & Szczerbowicz, Urszula & Tripier, Fabien, 2018, "Corporate debt structure and economic recoveries," European Economic Review, Elsevier, volume 101, issue C, pages 77-100, DOI: 10.1016/j.euroecorev.2017.09.013.
• Rizvi, Syed Aun R. & Arshad, Shaista & Alam, Nafis, 2018, "A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets," Emerging Markets Review, Elsevier, volume 34, issue C, pages 143-161, DOI: 10.1016/j.ememar.2017.11.005.
• Cayon, Edgardo & Thorp, Susan & Wu, Eliza, 2018, "Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis," Emerging Markets Review, Elsevier, volume 34, issue C, pages 162-174, DOI: 10.1016/j.ememar.2017.11.006.
• Jian, Zhihong & Wu, Shuai & Zhu, Zhican, 2018, "Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach," Emerging Markets Review, Elsevier, volume 37, issue C, pages 98-113, DOI: 10.1016/j.ememar.2018.06.001.
• Hjalmarsson, Erik, 2018, "Maximal predictability under long-term mean reversion," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 269-282, DOI: 10.1016/j.jempfin.2017.11.006.
• Berg, Kimberly A. & Mark, Nelson C., 2018, "Global macro risks in currency excess returns," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 300-315, DOI: 10.1016/j.jempfin.2017.11.011.
• Dutta, Anupam & Knif, Johan & Kolari, James W. & Pynnonen, Seppo, 2018, "A robust and powerful test of abnormal stock returns in long-horizon event studies," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 1-24, DOI: 10.1016/j.jempfin.2018.02.004.
• Cai, Biqing & Cheng, Tingting & Yan, Cheng, 2018, "Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 81-106, DOI: 10.1016/j.jempfin.2018.09.001.
• Hain, Martin & Hess, Julian & Uhrig-Homburg, Marliese, 2018, "Relative value arbitrage in European commodity markets," Energy Economics, Elsevier, volume 69, issue C, pages 140-154, DOI: 10.1016/j.eneco.2017.11.005.
• Qadan, Mahmoud & Nama, Hazar, 2018, "Investor sentiment and the price of oil," Energy Economics, Elsevier, volume 69, issue C, pages 42-58, DOI: 10.1016/j.eneco.2017.10.035.
• Shrestha, Keshab & Subramaniam, Ravichandran & Peranginangin, Yessy & Philip, Sheena Sara Suresh, 2018, "Quantile hedge ratio for energy markets," Energy Economics, Elsevier, volume 71, issue C, pages 253-272, DOI: 10.1016/j.eneco.2018.02.020.
• Balcilar, Mehmet & Hammoudeh, Shawkat & Toparli, Elif Akay, 2018, "On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach," Energy Economics, Elsevier, volume 74, issue C, pages 813-827, DOI: 10.1016/j.eneco.2018.07.027.
• Birge, John R. & Hortaçsu, Ali & Mercadal, Ignacia & Pavlin, J. Michael, 2018, "Limits to arbitrage in electricity markets: A case study of MISO," Energy Economics, Elsevier, volume 75, issue C, pages 518-533, DOI: 10.1016/j.eneco.2018.08.024.
• Reboredo, Juan C. & Ugolini, Andrea, 2018, "The impact of Twitter sentiment on renewable energy stocks," Energy Economics, Elsevier, volume 76, issue C, pages 153-169, DOI: 10.1016/j.eneco.2018.10.014.
• Singh, Vipul Kumar & Nishant, Shreyank & Kumar, Pawan, 2018, "Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility," Energy Economics, Elsevier, volume 76, issue C, pages 48-63, DOI: 10.1016/j.eneco.2018.09.018.
• Shahzad, Syed Jawad Hussain & Hernandez, Jose Arreola & Al-Yahyaee, Khamis Hamed & Jammazi, Rania, 2018, "Asymmetric risk spillovers between oil and agricultural commodities," Energy Policy, Elsevier, volume 118, issue C, pages 182-198, DOI: 10.1016/j.enpol.2018.03.074.
• Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah, 2018, "Risk perception in financial markets: On the flip side," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 184-206, DOI: 10.1016/j.irfa.2018.03.005.
• Lafuente, Juan Ángel & Petit, Nuria & Serrano, Pedro, 2018, "Forecasting multiple-term structures from interbank rates," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 40-56, DOI: 10.1016/j.irfa.2018.02.004.
• Du, Brian & Serrano, Alejandro & Vianna, Andre, 2018, "Institutional development and foreign banks in Chile," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 166-178, DOI: 10.1016/j.irfa.2017.10.001.
• Narayan, S. & Le, T.-H. & Sriananthakumar, S., 2018, "The influence of terrorism risk on stock market integration: Evidence from eight OECD countries," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 247-259, DOI: 10.1016/j.irfa.2018.03.011.
• Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin, 2018, "Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 117-133, DOI: 10.1016/j.irfa.2018.07.005.
• Orbaneja, José R. Valdivia & Iyer, Subramanian R. & Simkins, Betty J., 2018, "Terrorism and oil markets: A cross-sectional evaluation," Finance Research Letters, Elsevier, volume 24, issue C, pages 42-48, DOI: 10.1016/j.frl.2017.06.016.
• Baur, Dirk G. & Dimpfl, Thomas & Kuck, Konstantin, 2018, "Bitcoin, gold and the US dollar – A replication and extension," Finance Research Letters, Elsevier, volume 25, issue C, pages 103-110, DOI: 10.1016/j.frl.2017.10.012.
• Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E., 2018, "The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach," Finance Research Letters, Elsevier, volume 25, issue C, pages 131-136, DOI: 10.1016/j.frl.2017.10.023.
• Qian, Ningyu, 2018, "Anti-corruption effects on the credit risk of local financing vehicles and the pricing of Chengtou bonds: Evidence from a quasi-natural experiment in China," Finance Research Letters, Elsevier, volume 26, issue C, pages 162-168, DOI: 10.1016/j.frl.2018.01.001.
• Li, Wenwei & Hommel, Ulrich & Paterlini, Sandra, 2018, "Network topology and systemic risk: Evidence from the Euro Stoxx market," Finance Research Letters, Elsevier, volume 27, issue C, pages 105-112, DOI: 10.1016/j.frl.2018.02.016.
• Tong, Zhuoyuan & Wei, Xu, 2018, "Heterogeneous beliefs and diversification discount," Finance Research Letters, Elsevier, volume 27, issue C, pages 148-153, DOI: 10.1016/j.frl.2018.02.006.
• Ramos-Francia, Manuel & Garcia-Verdu, Santiago, 2018, "Is trouble brewing for emerging market economies? An empirical analysis of emerging market economies’ bond flows," Journal of Financial Stability, Elsevier, volume 35, issue C, pages 172-191, DOI: 10.1016/j.jfs.2017.02.005.
• Díaz, Fernando & Ramírez, Gabriel G. & Liu, Liuling, 2018, "Corporate bond clawbacks as contingent capital for banks," Journal of Financial Stability, Elsevier, volume 37, issue C, pages 11-24, DOI: 10.1016/j.jfs.2018.04.007.
• Guo, Jin, 2018, "Co-movement of international copper prices, China's economic activity, and stock returns: Structural breaks and volatility dynamics," Global Finance Journal, Elsevier, volume 36, issue C, pages 62-77, DOI: 10.1016/j.gfj.2018.01.001.
• Aggarwal, Raj & Goodell, John W., 2018, "Sovereign wealth fund governance and national culture," International Business Review, Elsevier, volume 27, issue 1, pages 78-92, DOI: 10.1016/j.ibusrev.2017.05.007.
• Burger, John D. & Warnock, Francis E. & Warnock, Veronica Cacdac, 2018, "Currency matters: Analyzing international bond portfolios," Journal of International Economics, Elsevier, volume 114, issue C, pages 376-388, DOI: 10.1016/j.jinteco.2018.08.001.
• Cardella, Eric & Kalcheva, Ivalina & Shang, Danjue, 2018, "Financial markets and genetic variation," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 64-89, DOI: 10.1016/j.intfin.2017.09.009.
• Stenfors, Alexis, 2018, "Bid-ask spread determination in the FX swap market: Competition, collusion or a convention?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 54, issue C, pages 78-97, DOI: 10.1016/j.intfin.2017.08.001.
• Benkraiem, Ramzi & Lahiani, Amine & Miloudi, Anthony & Shahbaz, Muhammad, 2018, "New insights into the US stock market reactions to energy price shocks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 169-187, DOI: 10.1016/j.intfin.2018.02.004.
• Evans, Martin D.D., 2018, "Forex trading and the WMR Fix," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 233-247, DOI: 10.1016/j.jbankfin.2017.09.017.
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• Hsiao, Yu-Jen & Tsai, Wei-Che, 2018, "Financial literacy and participation in the derivatives markets," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 15-29, DOI: 10.1016/j.jbankfin.2017.11.006.
• Zoia, Maria Grazia & Biffi, Paola & Nicolussi, Federica, 2018, "Value at risk and expected shortfall based on Gram-Charlier-like expansions," Journal of Banking & Finance, Elsevier, volume 93, issue C, pages 92-104, DOI: 10.1016/j.jbankfin.2018.06.001.
• Feng, Zhi-Yuan & Chen, Carl R. & Tseng, Yen-Jung, 2018, "Do capital markets value corporate social responsibility? Evidence from seasoned equity offerings," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 54-74, DOI: 10.1016/j.jbankfin.2018.06.015.
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• Maury, Benjamin, 2018, "Sustainable competitive advantage and profitability persistence: Sources versus outcomes for assessing advantage," Journal of Business Research, Elsevier, volume 84, issue C, pages 100-113, DOI: 10.1016/j.jbusres.2017.10.051.
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• Kendall, Chad & Oprea, Ryan, 2018, "Are biased beliefs fit to survive? An experimental test of the market selection hypothesis," Journal of Economic Theory, Elsevier, volume 176, issue C, pages 342-371, DOI: 10.1016/j.jet.2018.04.005.
• Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2018, "Belief-free price formation," Journal of Financial Economics, Elsevier, volume 127, issue 2, pages 342-365, DOI: 10.1016/j.jfineco.2017.11.004.
• Chen, Yong & Eaton, Gregory W. & Paye, Bradley S., 2018, "Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 48-73, DOI: 10.1016/j.jfineco.2018.05.011.
• Guender, Alfred V, 2018, "Credit prices vs. credit quantities as predictors of economic activity in Europe: Which tell a better story?," Journal of Macroeconomics, Elsevier, volume 57, issue C, pages 380-399, DOI: 10.1016/j.jmacro.2018.07.003.
• Dahl, Roy Endré & Jonsson, Erlendur, 2018, "Volatility spillover in seafood markets," Journal of Commodity Markets, Elsevier, volume 12, issue C, pages 44-59, DOI: 10.1016/j.jcomm.2017.12.005.
• Aye, Goodness C. & Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan, 2018, "Firm-level political risk and asymmetric volatility," The Journal of Economic Asymmetries, Elsevier, volume 18, issue C, pages 1-1, DOI: 10.1016/j.jeca.2018.e00110.
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• Qureshi, Saba & Rehman, Ijaz Ur & Qureshi, Fiza, 2018, "Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee," Journal of Policy Modeling, Elsevier, volume 40, issue 4, pages 685-708, DOI: 10.1016/j.jpolmod.2018.02.005.
• Ahmed, Abdullahi D. & Huo, Rui, 2018, "China–Africa financial markets linkages: Volatility and interdependence," Journal of Policy Modeling, Elsevier, volume 40, issue 6, pages 1140-1164, DOI: 10.1016/j.jpolmod.2018.05.002.
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• Ali, Sajid & Shahzad, Syed Jawad Hussain & Raza, Naveed & Al-Yahyaee, Khamis Hamed, 2018, "Stock market efficiency: A comparative analysis of Islamic and conventional stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 503, issue C, pages 139-153, DOI: 10.1016/j.physa.2018.02.169.
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• Li, Xin & Su, Chi-Wei & Chang, Hsu-Ling & Ma, Ji, 2018, "Do short-term international capital movements play a role in exchange rate and stock price transmission mechanism in China?," International Review of Economics & Finance, Elsevier, volume 57, issue C, pages 15-25, DOI: 10.1016/j.iref.2018.02.010.
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• Martinez, Valeria & Tse, Yiuman, 2018, "Intraday price discovery analysis in the foreign exchange market of an emerging economy: Mexico," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 271-284, DOI: 10.1016/j.ribaf.2017.07.159.
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• Bean, Charles R., 2019, "A Review Essay: David Kynaston's Till Time's Last Sand:: a history of the Bank of England, 1694-2013," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90516, Dec.
• Nava, Noemi & Di Matteo, Tiziana & Aste, Tomaso, 2018, "Financial time series forecasting using empirical mode decomposition and support vector regression," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 91028, Feb.
• Fricke, Daniel, 2018, "Are specialist funds “special”?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 91335, Nov.
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• Peterson K. Ozili, 2018, "Banking stability determinants in Africa," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 4, pages 462-483, May, DOI: 10.1108/IJMF-01-2018-0007.
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• Kaiji Chen & Tao Zha, 2018, "Macroeconomic Effects of China's Financial Policies," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2018-12, Nov, DOI: 10.29338/wp2018-12.
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• Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Collin Jones & Frank M. Keane & Michael Puglia & Liza Reiderman & Tony Rodrigues & Or Shachar, 2018, "Unlocking the Treasury Market through TRACE," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2018-09-28-1, Sep, DOI: 10.17016/2380-7172.2251.
• Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Frank M. Keane & Michael Puglia & Tony Rodrigues & Or Shachar, 2018, "Breaking Down TRACE Volumes Further," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2018-11-29, Nov, DOI: 10.17016/2380-7172.2299.
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• Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Frank M. Keane & Michael Puglia & Anthony P. Rodrigues & Or Shachar, 2018, "Breaking Down TRACE Volumes Further," Liberty Street Economics, Federal Reserve Bank of New York, number 20181129, Nov.
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• Onur POLAT, 2018, "The Interaction between Oil Price and Financial Stress: Evidence from the U.S. Data," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3.
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• Jayati Sarkar & Subrata Sarkar, 2018, "Bank Ownership, Board Characteristics and Performance: Evidence from Commercial Banks in India," IJFS, MDPI, volume 6, issue 1, pages 1-30, February.
• Tim Leung & Jiao Li & Xin Li, 2018, "Optimal Timing to Trade along a Randomized Brownian Bridge," IJFS, MDPI, volume 6, issue 3, pages 1-23, August.
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• Reda Aboutajdine & Pierre Picard, 2018, "Preliminary Investigations for Better Monitoring: Learning in Repeated Insurance Audits," Risks, MDPI, volume 6, issue 1, pages 1-22, February.
• Frédéric Vrins, 2018, "Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint," Risks, MDPI, volume 6, issue 3, pages 1-13, June.
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• Martin D. D. Evans & Peter O'Neill & Dagfinn Rime & Jo Saakvitne, 2018, "Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark," Working Papers, Georgetown University, Department of Economics, number gueconwpa~18-18-18, Oct.
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